21.47Open21.47Pre Close0 Volume63 Open Interest40.00Strike Price0.00Turnover82.51%IV9.49%PremiumJan 17, 2025Expiry Date16.14Intrinsic Value100Multiplier23DDays to Expiry5.33Extrinsic Value100Contract SizeAmericanOptions Type0.9604Delta0.0074Gamma3.41Leverage Ratio-0.0257Theta0.0236Rho3.28Eff Leverage0.0120Vega